Hi Gilles,
I am sorry for the late reply.
I have inspected your site and your menu item, right now whenever you want to preview the blog, it always go to this menu item: fairy-tale-blog (624) . It should use this menu item: blog (794) which is frontpage menu item. As my colleague mentions before, without this menu item, EasyBlog cannot function properly.
In the earlier EasyBlog 3.9, there is an option to force EasyBlog to use specific menu item for EasyBlog. However, we have remove this option in order to make EasyBlog much simple in EasyBlog 5. Right now, EasyBlog 5 follows a rule in which it will use the first menu item of EasyBlog which it found first - in this your case, fairy-tale-blog (624).
In order to fix this, we need to reconfigure the menu item; EasyBlog frontpage menu item to be the first one EasyBlog found. It should have the smallest id among other EasyBlog menu.
Just an head-up, during this process, we will unpublished or delete certain menu item in order to fix this issue. Just a precaution steps, we advising you to backup your site and your database as well.
Please let us know once you ready and we will proceed with the process.